Have a look at CNN Politics.com, Election Center 2008
I took the explanation from there:
A pledged delegate is elected or chosen on the state or local level with the understanding that they will support a particular candidate at the convention. However, pledged delegates are not actually bound to vote for the candidate. Consequently, candidates are allowed on a state-by-state basis to review the lists of delegates who have pledged their support and can delete anyone whose support they consider unreliable.
Hope this helps Mora